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Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set, the model \eqref{Model} is non-homogeneous. To overcome…

Probability · Mathematics 2025-05-06 Yanyun Li , Xianping Guo

We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…

Optimization and Control · Mathematics 2024-07-02 Denis Belomestny , John Schoenmakers

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…

Systems and Control · Computer Science 2018-07-26 Pranav Ashok , Yuliya Butkova , Holger Hermanns , Jan Křetínský

Markov decision processes (MDPs) are a popular model for decision-making in the presence of uncertainty. The conventional view of MDPs in verification treats them as state transformers with probabilities defined over sequences of states and…

Formal Languages and Automata Theory · Computer Science 2025-07-25 Yun Chen Tsai , Kittiphon Phalakarn , S. Akshay , Ichiro Hasuo

In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…

Systems and Control · Computer Science 2015-08-03 Yuliya Butkova , Hassan Hatefi , Holger Hermanns , Jan Krcal

This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…

Computer Science and Game Theory · Computer Science 2024-08-05 Raphaël Berthon , Joost-Pieter Katoen , Tobias Winkler

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In…

Robotics · Computer Science 2018-05-10 Yue Wang , Swarat Chaudhuri , Lydia E. Kavraki

This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…

Machine Learning · Computer Science 2020-12-29 Tao Li , Guanze Peng , Quanyan Zhu

In this paper, for Markov decision processes (MDPs) with unbounded state spaces we present refined upper bounds presented in [Kara et. al. JMLR'23] on finite model approximation errors via optimizing the quantizers used for finite model…

Optimization and Control · Mathematics 2025-10-15 Osman Bicer , Ali D. Kara , Serdar Yuksel

We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates design and operational phases, which are represented by a mixed-integer program and discounted-cost…

Optimization and Control · Mathematics 2024-03-25 Seth Brown , Saumya Sinha , Andrew J Schaefer

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Previous work on planning as active inference addresses finite horizon problems and solutions valid for online planning. We propose solving the general Stochastic Shortest-Path Markov Decision Process (SSP MDP) as probabilistic inference.…

Machine Learning · Computer Science 2021-09-14 Mohamed Baioumy , Bruno Lacerda , Paul Duckworth , Nick Hawes

We introduce a QPLEX Decision Process (QDP) as a model for dynamic control of queueing systems with non-stationary arrivals, general service distributions, and service-level chance constraints. QDPs integrate QPLEX, a computational modeling…

Optimization and Control · Mathematics 2026-05-19 Antonius B. Dieker , Steven T. Hackman , Zitong Wang , Yunhao Yan

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

A new mechanism for efficiently solving the Markov decision processes (MDPs) is proposed in this paper. We introduce the notion of reachability landscape where we use the Mean First Passage Time (MFPT) as a means to characterize the…

Artificial Intelligence · Computer Science 2019-01-10 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme